VEVRX vs. VIGI
Compare and contrast key facts about Victory Sycamore Established Value Fund Class R6 (VEVRX) and Vanguard International Dividend Appreciation ETF (VIGI).
VEVRX is an actively managed fund by Victory. It was launched on Aug 16, 1983. VIGI is a passively managed fund by Vanguard that tracks the performance of the NASDAQ International DividendAchieversSelect Index. It was launched on Feb 25, 2016.
Performance
VEVRX vs. VIGI - Performance Comparison
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VEVRX vs. VIGI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VEVRX Victory Sycamore Established Value Fund Class R6 | 2.91% | 2.66% | 10.18% | 10.46% | -2.51% | 31.96% | 8.15% | 28.84% | -10.04% | 16.09% |
VIGI Vanguard International Dividend Appreciation ETF | -2.65% | 16.88% | 2.73% | 16.30% | -16.79% | 12.51% | 14.66% | 27.53% | -11.50% | 27.97% |
Returns By Period
In the year-to-date period, VEVRX achieves a 2.91% return, which is significantly higher than VIGI's -2.65% return. Over the past 10 years, VEVRX has outperformed VIGI with an annualized return of 10.71%, while VIGI has yielded a comparatively lower 7.67% annualized return.
VEVRX
- 1D
- -0.32%
- 1M
- -6.79%
- YTD
- 2.91%
- 6M
- 2.50%
- 1Y
- 8.08%
- 3Y*
- 8.11%
- 5Y*
- 7.28%
- 10Y*
- 10.71%
VIGI
- 1D
- 2.79%
- 1M
- -7.49%
- YTD
- -2.65%
- 6M
- -0.02%
- 1Y
- 9.07%
- 3Y*
- 8.54%
- 5Y*
- 4.29%
- 10Y*
- 7.67%
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VEVRX vs. VIGI - Expense Ratio Comparison
VEVRX has a 0.54% expense ratio, which is higher than VIGI's 0.15% expense ratio.
Return for Risk
VEVRX vs. VIGI — Risk / Return Rank
VEVRX
VIGI
VEVRX vs. VIGI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Victory Sycamore Established Value Fund Class R6 (VEVRX) and Vanguard International Dividend Appreciation ETF (VIGI). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| VEVRX | VIGI | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.51 | 0.59 | -0.07 |
Sortino ratioReturn per unit of downside risk | 0.86 | 0.92 | -0.06 |
Omega ratioGain probability vs. loss probability | 1.12 | 1.12 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 0.57 | 0.81 | -0.25 |
Martin ratioReturn relative to average drawdown | 2.36 | 3.08 | -0.72 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| VEVRX | VIGI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.51 | 0.59 | -0.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.43 | 0.30 | +0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | 0.49 | +0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.51 | -0.02 |
Correlation
The correlation between VEVRX and VIGI is 0.68, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
VEVRX vs. VIGI - Dividend Comparison
VEVRX's dividend yield for the trailing twelve months is around 5.07%, more than VIGI's 2.26% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VEVRX Victory Sycamore Established Value Fund Class R6 | 5.07% | 4.81% | 11.61% | 6.20% | 8.30% | 8.42% | 5.50% | 6.12% | 10.72% | 3.36% | 1.53% | 11.57% |
VIGI Vanguard International Dividend Appreciation ETF | 2.26% | 2.14% | 1.93% | 1.92% | 2.06% | 7.02% | 1.29% | 1.83% | 1.99% | 1.75% | 1.05% | 0.00% |
Drawdowns
VEVRX vs. VIGI - Drawdown Comparison
The maximum VEVRX drawdown since its inception was -41.00%, which is greater than VIGI's maximum drawdown of -31.01%. Use the drawdown chart below to compare losses from any high point for VEVRX and VIGI.
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Drawdown Indicators
| VEVRX | VIGI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.00% | -31.01% | -9.99% |
Max Drawdown (1Y)Largest decline over 1 year | -13.10% | -10.64% | -2.46% |
Max Drawdown (5Y)Largest decline over 5 years | -20.25% | -28.80% | +8.55% |
Max Drawdown (10Y)Largest decline over 10 years | -41.00% | -31.01% | -9.99% |
Current DrawdownCurrent decline from peak | -6.94% | -7.49% | +0.55% |
Average DrawdownAverage peak-to-trough decline | -5.12% | -6.23% | +1.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.14% | 2.81% | +0.33% |
Volatility
VEVRX vs. VIGI - Volatility Comparison
The current volatility for Victory Sycamore Established Value Fund Class R6 (VEVRX) is 3.89%, while Vanguard International Dividend Appreciation ETF (VIGI) has a volatility of 6.45%. This indicates that VEVRX experiences smaller price fluctuations and is considered to be less risky than VIGI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VEVRX | VIGI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.89% | 6.45% | -2.56% |
Volatility (6M)Calculated over the trailing 6-month period | 8.94% | 9.87% | -0.93% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.28% | 15.49% | +1.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.07% | 14.41% | +2.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.20% | 15.87% | +3.33% |